Monetary Sector Evaluation of Econometric Models
Author: Yudhishter L. Mahajan
Publisher:
Published: 1975
Total Pages: 430
ISBN-13:
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Author: Yudhishter L. Mahajan
Publisher:
Published: 1975
Total Pages: 430
ISBN-13:
DOWNLOAD EBOOKAuthor: Joseph Richard Zecher
Publisher:
Published: 1969
Total Pages: 218
ISBN-13:
DOWNLOAD EBOOKAuthor: Jerome Phillip Cooper
Publisher:
Published: 1974
Total Pages: 264
ISBN-13:
DOWNLOAD EBOOKRevised thesis presenting the frb-mit-penn econometric model for mathematical analysis of monetary policy in the USA - covers specification of money supply operations, predictive performance of the model, stochastic simulation, simulation of monetary rules, etc. Graphs and references.
Author: Jürgen Kaehler
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 232
ISBN-13: 3642486665
DOWNLOAD EBOOKThis collection of papers represents the state of the art in the applicationof recent econometric methods to the analysis of financial markets. From a methodological point of view the main emphasis is on cointegration analysis and ARCH modelling. In cointegration analysis the links between long-runcomponents of time series are studied. The methods used can be applied to the determination of equilibrium relationships between the variables, whereas ARCH models are concerned with the measurement and analysis of changing variances in time series. These econometric models have been the most significant innovations for the empirical analysis of financial time series in recent years. Other econometric methods and models applied in the papers include factor analysis, vector autoregressions, and Markov-switching models. The papers cover a wide range of issues and theories in financial and international economics: the term structure ofinterest rates, exchange-rate determination, target-zone dynamics, stock-market efficiency, and option pricing.
Author: Lawrence R. Klein
Publisher: University of Pennsylvania Press
Published: 2016-11-11
Total Pages: 416
ISBN-13: 1512803561
DOWNLOAD EBOOKModels of the American economy exist in government, research institutes, universities, and private corporations. Given the proliferation, it is wise to take stock because these models come from diverse sources and describe different conditions from alternative points of view. They could be saying different things about the economy. The high-level comparative studies in this volume, gathered from several issues of the International Economic Review, with a substantive introduction and the addition of more comparative material, evaluate the performance of eleven models of the American economy: the Wharton Mark Ill Model; Brookings Model; Hickman-Coen Annual Model; Liu-Hwa Monthly Model; Data Resources, Inc. (DRI) Model; Federal Reserve Bank of St. Louis Model; Michigan Quarterly Econometric (MOEM) Model; Wharton Annual and Industry Model; Anticipation Version of the Wharton Mark Ill Model/Fair Model; U.S. Department of Commerce (BEA) Model. Each of the proprietors or builders of these models describes his own system in his own words. These studies come closer than ever before to standardizing model operations for testing purposes. Some of the models are monthly, while others are annual. but the quarterly unit of time is the most frequent. Some are demand oriented, others are supply oriented, and focus on the input-output sectors of the economy. Some use only observed. objective data; others use subjective. anticipatory data. Both large and small models are included. In spite of the diversity, the contributors have cooperated to trace the differences between their models to root causes and to report jointly the results of their research. There are also some general papers that look at model performance from outside the CEME group.
Author: Y. Barroux
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 252
ISBN-13: 9401578524
DOWNLOAD EBOOKPatrick Artus and Yves Barroux The Applied Econometric Association organised an international conference on "Monetary and Financial Models" in Geneva in January 1987. The purpose of this book is to make available to the public a choice of the papers that were presented at the conference. The selected papers all deal with the setting of monetary targets and the effects of monetary policy on the economy as well as with the analysis of the financial behaviours of economic agents. Other papers presented at the same conference but dealing with the external aspects of monetary policy (exchange rate policy, international coordination of economic policies, international transmission of business cycles, . . . ) are the matter of a distinct publication. The papers put together to make up this book either are theoretical research contributions or consist of applied statistical or econometric work. It seemed to be more logical to start with the more theoretical papers. The topics tackled in the first two parts of the book have in common the fact that they appeared just recently in the field of economic research and deal with the analysis of the behaviour of Central Banks. They analyse this behaviour so as to be able to exhibit its major determinants as well as revealed preferences of Central Banks: this topic comes under the caption "optimal monetary policy and reaction function of the monetary authorities".
Author: Mohammed F Khayum
Publisher: Routledge
Published: 2019-03-07
Total Pages: 216
ISBN-13: 0429694725
DOWNLOAD EBOOKThis book provides an overview of macroeconometric modeling for less developed countries, a description of the structure and performance of Guyana's economy, an empirical testing of the model using annual data for Guyana, and a simulation approach to policy evaluation.
Author: Sean Holly
Publisher: Cambridge University Press
Published: 2000-09-14
Total Pages: 324
ISBN-13: 9780521650694
DOWNLOAD EBOOKThe latest techniques used in modelling the economy with policy analysis and applications.
Author: Carl F. Christ
Publisher: Edward Elgar Publishing
Published: 1996
Total Pages: 552
ISBN-13:
DOWNLOAD EBOOKThis title presents 18 papers by Carl Christ focusing on econometric models, their evaluation and history, and the interactions between monetary and fiscal policy. Other areas addressed include monetary policy, monetary economics and the role of the economist in economic policy making.
Author: Gunnar Bårdsen
Publisher: Oxford University Press, USA
Published: 2005
Total Pages: 368
ISBN-13:
DOWNLOAD EBOOKThis work describes how the discipline has adapted to changing demands by adopting new insights from economic theory and by taking advantage of the methodological and conceptual advances within time series econometrics.